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MATHEMATICS OF NOISE
Many frequencies
Frequency spectra
Adding frequencies
1 1
0.8 0.8
M=40 M=10
0.6 0.6
0.4 0.4
0.2 0.2
0
-0.2 -0.2
-0.4 -0.4
0
0 1000 2000 3000 4000
5000 5000
-0.6 -0.6
-0.8 -0.8
6000
7000 7000
8000
9000 9000
10000 10000
Noise
More frequencies in the spectrum more noisy signal
1 0.8
0.6
0.4
0.2
-0.2
-0.4
-0.6
-0.8
1000
2000
3000
4000
5000
6000
7000
8000
9000
10000
THERMAL NOISE
Theory
A resistor
Really zero?
Temperature T
Thermal noise
V
time 0
Thermal fluctuations
Johnson-Nyquist noise
The thermal noise of the resistor is named after John Johnson, who reported it, and Harry Nyquist, who did the theoretical description (Bell Labs, 1932) From Johnsons paper: The mean-square potential fIuctuation over the conductor is proportional to the electrical resistance and the absolute temperature of the conductor. It is independent of the size, shape or material of the conductor.
The formula
Cable = 1D waveguide for E,B Bandwidth of the receiver
Power of thermal fluctuations
Boltzmanns constant
Predictions in graphs
Frequency spectrum
T=300K, Df=10kHz
1.6 10-13V2 =(0.4 mV)2
1kW
Devices
Oscilloscope
Amplifier
time
Observation
Statistics of noise
The observed distribution is enough, because we have a controlled source of noise: we checked that the noise is the one expected for thermal noise we trust physics that it is a phenomenon too complex to predict. One could put up an antenna and capture unknown signals, that may look random to us. But they may not be random for others, or may have unwanted structure in them.
Observed distribution
R=1kW T=300K
time
Counts (103)
00
0 1 1 0
11
More than one bit need to adapt carefully the intervals in order for each sequence to have the same probability
Remark: for a trusted source, one can be less conservative and compute randomness from the average (Shannon) entropy.
As we know, no problem in principle: just estimate P of each sequence, then compute Hmin. But in practice, this is not feasible.
Suggested Readings
Wikipedia pages: http://en.wikipedia.org/wiki/Hardware_random_number_generator
Summary of Lecture 4
Extracting randomness from physical noise
Noise = large spectrum of frequencies Thermal noise Extracting randomness, effects of correlations